I will have to agree for the most part. Not every level was "hard to figure out" though. Yes after the first level it gets very difficult fast but its nothing a person can't beat with time. The only level I would have to say was the hardest and definitely where you are right about game play is the underwater level. The one with the bubble and you have to find the other station before the timer runs out.
So many directions you can go and yet no sense of general direction. That one was a true just take each path until you find it. This of course meant replaying the whole level quite a few times. Other than this level though you get the general direction as most of the time its only one way... to your right!
I would not definitely knock this game as one level doesn't kill this adventure and most of all difficulty was hard to find back the day so this game was a blessing for a pure challenge. A challenge that carried plenty of laughs. I would know as I owned this game back on the SNES.
I'll be enjoying myself with reliving this past time yet again.

Yeah I remember the diffulty on SNES and I think I never finished the first episodes... but I had a lot of fun and that's why I'll say : be patient. :)

It is definitely hard as balls, but that is probably why there is a walkthrough as one of the bonus goodies.

Sometimes the platforms weren't very apparent, the ones you could jump on sometimes looked like the background. Also, the game's sound effects and graphics were different on the SNES. They are horrible on the PC. I've seen a few gameplay videos and it's as if they purposely left out a lot of the sound effects on the PC. It's just not the same.

I think that you are probably correct in this assertion. But I also think that it is important to realize that the focus of game creation has changed significantly since EW Jim came on the scene. We talk about this shift in my game design courses all the time. This title first shipped in 1994-95 for various platforms. At that time in the industry the games were built primarily to challenge the skill of the player, largely because that is what the majority of players of that era expected from their games.
As the industry has had to branch out to appeal to more of the general public the designers have changed the difficulty curve's profile. There is more nurturing of the player with introductory puzzles and tasks. More perceived risks, without actual risk in the gameplay.
As a result, many people who began playing games within past 8 or 9 years go back to the earlier titles and are shocked to find out how badly they punish the players (ie, go back and replay the entire level because you died just before the boss fight. )
There are several interesting articles on gamasutra talking about this evolution in game design.

This game is definitely a lot harder than I remember it being back on the SNES. So far here I've only almost made it past the first boss.
I'm thinking about just throwing it down to Easy mode which is what I probably did back in the day, but since they call it practice mode here I'll feel like a pussy for using it.

I played the genesis version on virtual console and it was MUCH easier than I remembered it.
Are there different difficulty defaults?